Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,628.72 |
15,751.31 |
122.59 |
0.8% |
15,569.19 |
High |
15,750.29 |
15,797.68 |
47.39 |
0.3% |
15,721.00 |
Low |
15,628.72 |
15,586.33 |
-42.39 |
-0.3% |
15,533.48 |
Close |
15,746.88 |
15,593.98 |
-152.90 |
-1.0% |
15,615.55 |
Range |
121.57 |
211.35 |
89.78 |
73.9% |
187.52 |
ATR |
121.20 |
127.64 |
6.44 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,293.38 |
16,155.03 |
15,710.22 |
|
R3 |
16,082.03 |
15,943.68 |
15,652.10 |
|
R2 |
15,870.68 |
15,870.68 |
15,632.73 |
|
R1 |
15,732.33 |
15,732.33 |
15,613.35 |
15,695.83 |
PP |
15,659.33 |
15,659.33 |
15,659.33 |
15,641.08 |
S1 |
15,520.98 |
15,520.98 |
15,574.61 |
15,484.48 |
S2 |
15,447.98 |
15,447.98 |
15,555.23 |
|
S3 |
15,236.63 |
15,309.63 |
15,535.86 |
|
S4 |
15,025.28 |
15,098.28 |
15,477.74 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,185.90 |
16,088.25 |
15,718.69 |
|
R3 |
15,998.38 |
15,900.73 |
15,667.12 |
|
R2 |
15,810.86 |
15,810.86 |
15,649.93 |
|
R1 |
15,713.21 |
15,713.21 |
15,632.74 |
15,762.04 |
PP |
15,623.34 |
15,623.34 |
15,623.34 |
15,647.76 |
S1 |
15,525.69 |
15,525.69 |
15,598.36 |
15,574.52 |
S2 |
15,435.82 |
15,435.82 |
15,581.17 |
|
S3 |
15,248.30 |
15,338.17 |
15,563.98 |
|
S4 |
15,060.78 |
15,150.65 |
15,512.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,797.68 |
15,522.18 |
275.50 |
1.8% |
127.84 |
0.8% |
26% |
True |
False |
|
10 |
15,797.68 |
15,512.96 |
284.72 |
1.8% |
112.70 |
0.7% |
28% |
True |
False |
|
20 |
15,797.68 |
15,100.13 |
697.55 |
4.5% |
120.24 |
0.8% |
71% |
True |
False |
|
40 |
15,797.68 |
14,719.43 |
1,078.25 |
6.9% |
130.24 |
0.8% |
81% |
True |
False |
|
60 |
15,797.68 |
14,719.43 |
1,078.25 |
6.9% |
128.58 |
0.8% |
81% |
True |
False |
|
80 |
15,797.68 |
14,719.43 |
1,078.25 |
6.9% |
124.18 |
0.8% |
81% |
True |
False |
|
100 |
15,797.68 |
14,551.27 |
1,246.41 |
8.0% |
130.13 |
0.8% |
84% |
True |
False |
|
120 |
15,797.68 |
14,551.27 |
1,246.41 |
8.0% |
139.00 |
0.9% |
84% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,695.92 |
2.618 |
16,350.99 |
1.618 |
16,139.64 |
1.000 |
16,009.03 |
0.618 |
15,928.29 |
HIGH |
15,797.68 |
0.618 |
15,716.94 |
0.500 |
15,692.01 |
0.382 |
15,667.07 |
LOW |
15,586.33 |
0.618 |
15,455.72 |
1.000 |
15,374.98 |
1.618 |
15,244.37 |
2.618 |
15,033.02 |
4.250 |
14,688.09 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,692.01 |
15,659.93 |
PP |
15,659.33 |
15,637.95 |
S1 |
15,626.66 |
15,615.96 |
|